Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
Authors:
- 30 August 2007
- journal article
- research article
- Published by Taylor & Francis in Stochastic Analysis and Applications
- Vol. 25 (5) , 1043-1056
Abstract
We introduce Wiener integrals with respect to the Hermite process and we prove a non-central limit theorem in which this integral appears as limit. As an example, we study a generalization of the fractional Ornstein–Uhlenbeck process.Keywords
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